Anic Equity¶

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Total return since start: 0.553 %¶

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Equity now: -----------------------------> 47429.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46034.76 Kr¶

PnL: ---------------------------------------> -853.81 Kr¶

DD now: ---------------------------------> -2.468 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 11:32:08.439105'

Anic Portfolio¶

Today¶

Return: -0.994 %¶

This Week¶

Return: -0.218 %¶

Total¶

Return: 55.273 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.500000 3020.000000 93.000000 3.180000 2927.000000
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
Beijer Electronics Group 26 -3.470000 3036.800000 65.800000 2.210000 2971.000006
Corem Property Group B 59 -1.020000 631.300000 54.300000 9.410000 576.999999
SAAB B 8 0.850000 3430.400000 53.400000 1.580000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -7.390000 392.300000 37.300000 10.510000 355.000000
OEM International B 7 -1.000000 555.800000 27.800000 5.270000 527.999997
Norva24 Group 16 -1.230000 565.120000 22.120000 4.070000 543.000000
MedCap 2 -1.790000 438.000000 17.000000 4.040000 421.000000
Intrum 4 -1.950000 542.000000 15.000000 2.850000 527.000000
Eastnine 4 -0.630000 504.800000 13.800000 2.810000 491.000000
Coor Service Management Hold. 8 -1.450000 543.600000 11.600000 2.180000 532.000000
HMS Networks 2 -3.820000 684.000000 11.000000 1.630000 673.000000
AcadeMedia 12 -0.840000 564.240000 7.240000 1.300000 557.000004
Fastighetsbolag. Emilshus Pref 21 -0.180000 568.050000 6.050000 1.080000 562.000005
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Securitas B 6 -0.630000 570.720000 0.720000 0.130000 570.000000
Swedbank A 3 -0.450000 564.600000 0.600000 0.110000 564.000000
Essity B 2 0.630000 573.800000 -0.200000 -0.030000 574.000000
Samhällsbyggnadsbo. i Norden D 12 -4.490000 245.280000 -0.720000 -0.290000 246.000000
Essity A 4 0.350000 1148.000000 -1.000000 -0.090000 1149.000000
Handelsbanken A 5 0.490000 543.650000 -2.350000 -0.430000 546.000000
Resurs Holding 22 -1.370000 571.340000 -2.660000 -0.460000 573.999998
Boozt 12 -4.460000 1646.400000 -7.600000 -0.460000 1653.999996
Karnov Group 9 -0.340000 526.500000 -9.500000 -1.770000 536.000004
Midsona B 63 -0.220000 573.300000 -9.700000 -1.660000 582.999984
CTEK 13 -2.440000 520.650000 -13.350000 -2.500000 533.999999
Nordea Bank Abp 29 -0.570000 3419.680000 -34.320000 -0.990000 3453.999992
Vivesto 1368 -3.070000 552.400000 -60.600000 -9.890000 612.999432
International Petroleum Corp. 5 -5.170000 531.500000 -63.070000 -10.610000 594.565215
Sampo Oyj SDB 7 0.560000 3759.000000 -91.000000 -2.360000 3850.000000
Axfood 13 -0.430000 3612.700000 -143.300000 -3.820000 3756.000001
OX2 18 -2.530000 1488.600000 -175.400000 -10.540000 1663.999992
Fasadgruppen Group 35 1.520000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 -2.260000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46043.730000 -844.840000 -2.44716% 46888.564618

Updated:¶

'2023-01-19 11:31:14.359896'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶